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Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data

Perron, Pierre; Cati, Regina Celia; Garcia, Márcio … - 1995

Persistent link: https://www.econbiz.de/10000588038

Unit roots in the presence of abrupt governmental interventions with an application to Brazilian data

Cati, Regina Celia; Garcia, Marcio G. P.; Perron, Pierre - In: Journal of applied econometrics 14 (1999) 1, pp. 27-56

Persistent link: https://www.econbiz.de/10001356107

Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data

Perron, Pierre; Cati, Regina Celia; Garcia, Marcio G. P. - 1998

interventions. The motivating example for this study is the Brazilian monthly inflation and interest rate series (1974:1- 1994 … of inflation and interest rate was indeed explosive over this period. Simulation results are presented to support the …

Persistent link: https://www.econbiz.de/10014053951

Sterilized intervention in emerging-market economies : trends, costs, and risks

Lavigne, Robert (contributor) - 2008

The author examines recent trends in sterilized intervention among emerging-market economies, to determine the size and extent of this policy in relation to earlier periods of heavy reserve accumulation. He then analyzes whether the domestic costs and risks of substantial and prolonged...

Persistent link: https://www.econbiz.de/10003727259